CME Pit-Traded Corn Future December 2009
Trading Metrics calculated at close of trading on 23-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
407-0 |
406-4 |
-0-4 |
-0.1% |
415-0 |
High |
407-0 |
411-4 |
4-4 |
1.1% |
428-2 |
Low |
400-0 |
406-4 |
6-4 |
1.6% |
406-4 |
Close |
403-2 |
411-4 |
8-2 |
2.0% |
407-0 |
Range |
7-0 |
5-0 |
-2-0 |
-28.6% |
21-6 |
ATR |
9-6 |
9-5 |
-0-1 |
-1.1% |
0-0 |
Volume |
27,280 |
26,371 |
-909 |
-3.3% |
123,259 |
|
Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
424-7 |
423-1 |
414-2 |
|
R3 |
419-7 |
418-1 |
412-7 |
|
R2 |
414-7 |
414-7 |
412-3 |
|
R1 |
413-1 |
413-1 |
412-0 |
414-0 |
PP |
409-7 |
409-7 |
409-7 |
410-2 |
S1 |
408-1 |
408-1 |
411-0 |
409-0 |
S2 |
404-7 |
404-7 |
410-5 |
|
S3 |
399-7 |
403-1 |
410-1 |
|
S4 |
394-7 |
398-1 |
408-6 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
479-1 |
464-7 |
419-0 |
|
R3 |
457-3 |
443-1 |
413-0 |
|
R2 |
435-5 |
435-5 |
411-0 |
|
R1 |
421-3 |
421-3 |
409-0 |
417-5 |
PP |
413-7 |
413-7 |
413-7 |
412-0 |
S1 |
399-5 |
399-5 |
405-0 |
395-7 |
S2 |
392-1 |
392-1 |
403-0 |
|
S3 |
370-3 |
377-7 |
401-0 |
|
S4 |
348-5 |
356-1 |
395-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
417-6 |
390-4 |
27-2 |
6.6% |
8-3 |
2.0% |
77% |
False |
False |
29,980 |
10 |
435-4 |
390-4 |
45-0 |
10.9% |
8-2 |
2.0% |
47% |
False |
False |
27,402 |
20 |
437-4 |
390-4 |
47-0 |
11.4% |
8-1 |
2.0% |
45% |
False |
False |
25,684 |
40 |
437-4 |
375-4 |
62-0 |
15.1% |
7-6 |
1.9% |
58% |
False |
False |
23,955 |
60 |
437-4 |
375-4 |
62-0 |
15.1% |
8-0 |
1.9% |
58% |
False |
False |
21,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
432-6 |
2.618 |
424-5 |
1.618 |
419-5 |
1.000 |
416-4 |
0.618 |
414-5 |
HIGH |
411-4 |
0.618 |
409-5 |
0.500 |
409-0 |
0.382 |
408-3 |
LOW |
406-4 |
0.618 |
403-3 |
1.000 |
401-4 |
1.618 |
398-3 |
2.618 |
393-3 |
4.250 |
385-2 |
|
|
Fisher Pivots for day following 23-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
410-5 |
409-4 |
PP |
409-7 |
407-4 |
S1 |
409-0 |
405-4 |
|